If you are still having symptoms, such as pain or burning with urination, or needing to go to the bathroom very frequently, then you should definitely go back to see your doctor
as soon as possible.
There are two possibilities here. The first is that the infection has cleared up, but that there is still some irritation inside the bladder from the infection, and this is the cause of the persistent discomfort. If this is the case, the symptoms should go away gradually over the next several days to week.
The other possibility is that the urine infection was caused by a bacteria that was resistant to the antibiotic that you took, and therefore that you still have a urine infection.
The doctor who initially diagnosed you with and treated you for the urine infection will be able to help sort out these possibilities. They will probably want to take a look at another urine sample and, if they did not perform a culture of the last urine specimen you gave them to figure out what kind of bacteria was involved, they will probably do so now, just to make sure that there are no resistant infections involved.
I hope you are feeling better soon!